if you are talking about the web interface - this is managed by your web server.
with apache is as simple as to find where is configured - look into

/etc/nagios/cgi.cfg
or
/etc/httpd/conf.d/nagios

after you found the file that contains the password use htpasswd

$htpasswd administrator /file_with/password

(replace administrator with the name that is configured as admin - whatever you have now and don't remember)